+398.1%
COR vs ILMN
+28.5%
+369.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.6% |
| 7D | -1.9% | +1.9% | -3.8% | -2.1% |
| 30D | +1.5% | +12.3% | -10.8% | +0.2% |
| 3M | +18.7% | +33.5% | -14.9% | +14.9% |
| 6M | -9.0% | +69.4% | -78.4% | -14.4% |
| YTD | -3.3% | +60.9% | -64.2% | -8.7% |
| 1Y | +9.8% | +115.0% | -105.1% | -0.2% |
| 3Y | +87.4% | +37.0% | +50.3% | +77.0% |
| 5Y | +180.5% | -53.1% | +233.6% | +212.6% |
| 10Y | +398.1% | +27.6% | +370.6% | +341.9% |
| All | +398.1% | +28.5% | +369.7% | +341.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling